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Lambert's W, infinite divisibility and Poisson mixtures
Authors:Anthony G Pakes
Institution:School of Mathematics & Statistics, University of Western Australia, 35 Stirling Highway, Crawley, WA 6009, Australia
Abstract:The Lambert W function is shown to be the Laplace exponent of a positive infinitely divisible law (i.e. W is a Bernstein function) called the standard Lambert law. This law is a generalized gamma convolution. At least three Poisson mixture families are defined in terms of W. One of these is the generalized Poisson laws which are shown to be generalized negative-binomial convolutions. Mixing with positive stable laws yields further generalizations.
Keywords:Lambert W function  Infinite divisibility  Poisson mixtures  Generalized convolutions  Stable laws
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